Joseph, Please use username :ec2-user and .ppk provided for Authentication purposes and that should let you interface with WinSCP. Also look at step2 from the previous post:
/questions/2826/using-java-on-a-local-machine-with-a-virtual-instance-of-hadoop#answer_div_3357

I am still unable to open WinSCP, i have tried a variety of keys and it just is not authenticating the combination that got me the farthest were the following:

host: ubuntu@ec2-54-186-249-172.us-west-2.compute.amazonaws.com
username: ec2-user
password: SSH - private key authentication .ppk (dzhadoop_private.ppk)

This is the WinSCP error that gets returned:

Authentication log (see session log for details):
Using username "ec2-user".
Server refused our key.

Authentication failed.

hi Joseph,

Putty executable is provided with the zip "Hadoop_Installation_remote_login_using_windows", extract this zip file once downloaded from LMS.

Here are the steps to login to Amazon EC2

1) Double click on the putty executable
2)Enter the string "ubuntu@ec2-54-186-249-172.us-west-2.compute.amazonaws.com" in the "Hostname"
3) On the left side options in Putty, Goto Connectopns -> SSH -> Auth . Here you will find "Browse" button under "Private key file for authentication", select the file "dzhadoop_private.ppk" and click "ok".

This will login to Amazon. We have tested the same procedure .
Let us know if you find any issues.

Thanks